Nothing
cmat.star.BinOrdNN <-
function(plist, skew.vec, kurto.vec, no.bin, no.ord, no.NN, CorrMat)
{
no.binord <- no.bin + no.ord
if (no.NN == 0) {
Sigma <- IntermediateOO(plist, CorrMat)
}
if (no.binord == 0) {
Sigma <- IntermediateNonNor(skew.vec, kurto.vec, CorrMat)
}
if (no.NN > 0 & no.binord > 0) {
if (validate.target.cormat.BinOrdNN(plist, skew.vec, kurto.vec, no.bin, no.ord, no.NN, CorrMat)) {
k <- length(plist)
tot <- nrow(CorrMat)
if (no.binord > 1) OO <- IntermediateOO(plist, CorrMat[1:k, 1:k])
else OO <- 1
ONN <- IntermediateONN(plist, skew.vec, kurto.vec, CorrMat[(k + 1):tot,1:k])
if (no.NN > 1) NN <- IntermediateNonNor(skew.vec, kurto.vec, CorrMat[(k + 1):tot, (k + 1):tot])
else NN <- 1
Sigma <- cbind(rbind(OO, ONN), rbind(t(ONN), NN))
if (!is.positive.definite(Sigma)) {
warning("Intermediate correlation matrix is not positive definite. A nearPD function is applied.")
Sigma <- as.matrix(nearPD(Sigma, corr = TRUE, keepDiag = TRUE)$mat)
}
Sigma <- (Sigma + t(Sigma))/2
}
}
return(Sigma)
}
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